A Generalized Upper Bounding Method for Doubly Coupled Linear Programs

Abstract

The algorithm proposed is an extension of the generalized upper bounding method for problems without coupling columns. It produces the same sequence of extreme point solutions as the primal simplex method, and hence has the desirable convergence properties of that algorithm. However, the operations within each simplex iteration are organized to take maximal advantage of problem structure.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1970
Accession Number
AD0720012

Entities

People

  • James K. Hartman
  • Leon S. Lasdon

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computations
  • Couplings
  • Game Theory
  • Heuristic Methods
  • Identities
  • Iterations
  • Linear Algebra
  • Linear Programming
  • Mathematics
  • Military Research
  • New York
  • Operations Research
  • Simplex Method

Fields of Study

  • Mathematics

Readers

  • Operations Research